Beschreibung
For a four month project at our client's site, an international bank based in Zurich, we are looking for an experiencedRisk Modeling & Analytics Specialist - Quant / IFRS)
The ideal candidate will be working in the Model Risk Management & Control team in Zurich. You'll be responsible for the independent validation of risk models, specifically credit and issuer risk models, including economic capital and stress testing applications.
Your Qualifications:
-3+ years experience in Risk Modelling, Model Validation or related fields
-Familiarity with accounting standards is a plus
-Ability to apply quantitative techniques to solve practical problems, especially in the areas of expected loss calculation
-Proficient in using statistical modeling software (e.g., Matlab, R, SAS, STATA)
-Very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally
-Co-operative and team-orientated, while being able to motivate and organize yourself and complete tasks independently to high quality standards
-Fluent in English (oral/written)
About the role:
-Carry out project-based independent model assessments in line with the model governance policy, supplementary documents, and the IFRS9 instructions, notably
-Assess the model's conceptual soundness and methodology
-Check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments
-Review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)
-Assess model risk, including model robustness analysis, identification of limitations, and their assessment
-Document the assessment to required standards
-Interact and discuss with stakeholders (model developer as well as senior model owner and model governance bodies)
Are you ready for a new challenge and immediately available? We look forward to receiving your application in MS-Word on For any questions, please contact us: .